Strategy Tester Report
NY Close Scalper_v1.4.0
Alpari-Pro.ECN-Demo (Build 1220)

СимволEURGBP (Euro vs Great Britain Pound )
Период5 Минут (M5) 2018.01.02 08:20 - 2019.12.30 23:55 (2015.01.01 - 2019.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыOrderComment="NYCloseScalper EURGBP"; MagicNumber=223344; LotType=0; Lots=0.1; AmountDivider=500; NextOrderLotFactor=0; RecoveryLotFactor=1; RecoveryAllSymbols=true; EquityHardStop=0; SlippagePoints=15; _0_="#============= Time settings =============#"; _1_="- broker GMT offset will be auto-adjusted -"; _2_="-- Set your winter GMT offset for tester --"; BrokerGMTOffsetWinter=2; BrokerDstMode=2; _3_="----- Trade intervals, comma separated ----"; _4_="---- set time in the New York timezone ----"; _5_="Format: 'hh:mm-hh:mm', blank for no trading"; _6_="<== SUNDAY ==>"; SUNDAY_TradeIntervals="17:00-19:00"; _7_="<== MONDAY ==>"; MONDAY_TradeIntervals="17:00-19:00"; _8_="<== TUESDAY ==>"; TUESDAY_TradeIntervals="17:00-19:00"; _9_="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervals="17:00-19:00"; _10_="<== THURSDAY ==>"; THURSDAY_TradeIntervals="17:00-19:00"; _11_="<== FRIDAY ==>"; FRIDAY_TradeIntervals=""; _12_="------------ Roll Over Filter ------------"; OpenOrdersInRollover=false; CloseOrdersInRollover=false; FreezeMinutesBeforeRollover=5; FreezeMinutesAfterRollover=15; WaitMinutesBetweenEntries=15; WaitMinutesAfterLoss=15; TradingLogicSettingsStr="#======= Trading logic settings =======#"; MaxSpreadPips=4; RangeFilterPips=170; RangeFilterHours=10; StopLossPips=25; TakeProfitPips=35; CloseMinutesAfterSession=180; BarsToAveragePrice=29; ChannelFactor=1.81; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=2; TargetProfitPips=1.5; UseMidPrice=false; UseSquareDeviation=false; MinutesToGiveUp=30;
Баров в истории149055Смоделировано тиков38812952Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спре䏥६Ґ­­лҐ
Чистая прибыль13.35Общая прибыль434.03Общий убыток-420.68
Прибыльность1.03Матожидание выигрыша0.11
Абсолютная просадка5.37Максимальная просадка112.77 (10.08%)Относительная просадка10.08% (112.77)
Всего сделок124Короткие позиции (% выигравших)55 (67.27%)Длинные позиции (% выигравших)69 (76.81%)
Прибыльные сделки (% от всех)90 (72.58%)Убыточные сделки (% от всех)34 (27.42%)
Самая большаяприбыльная сделка22.86убыточная сделка-36.67
Средняяприбыльная сделка4.82убыточная сделка-12.37
Максимальное количествонепрерывных выигрышей (прибыль)15 (45.81)непрерывных проигрышей (убыток)3 (-64.45)
Макс.непрерывная прибыль (число выигрышей)47.73 (7)непрерывный убыток (число проигрышей)-69.41 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12018.01.12 00:53sell10.100.889250.891850.88575
22018.01.12 01:01close10.100.888920.891850.885753.901003.90
32018.01.12 01:58sell20.100.889310.891920.88581
42018.01.12 03:28close20.100.889270.891920.885810.081003.98
52018.01.16 01:41sell30.100.889610.892230.88611
62018.01.16 01:45close30.100.889300.892230.886113.641007.62
72018.01.17 01:37sell40.100.889330.891940.88583
82018.01.17 02:06close40.100.889100.891940.885832.581010.20
92018.01.25 00:17buy50.100.871110.868480.87461
102018.01.25 01:41close50.100.871260.868480.874611.531011.73
112018.01.26 01:20buy60.100.875960.873340.87946
122018.01.26 02:31close60.100.876020.873340.879460.341012.07
132018.01.31 01:48sell70.100.876930.879620.87352
142018.01.31 01:52close70.100.876780.879620.873521.521013.59
152018.02.05 00:25buy80.100.881530.878770.88499
162018.02.05 00:59close80.100.881900.878770.884994.421018.01
172018.02.09 00:17buy90.100.879920.877050.88342
182018.02.09 01:15close90.100.880090.877050.883421.791019.80
192018.02.15 01:08sell100.100.889790.892400.88629
202018.02.15 01:11close100.100.889510.892400.886293.241023.04
212018.02.16 01:53buy110.100.886510.883870.89001
222018.02.16 02:54close110.100.886720.883870.890012.311025.35
232018.02.23 01:01sell120.100.883740.886390.88024
242018.02.23 01:56close120.100.883490.886390.880242.841028.19
252018.03.05 01:34buy130.100.892520.889980.89610
262018.03.05 02:36close130.100.893530.889980.8961012.861041.05
272018.03.07 00:41sell140.100.893580.896270.89008
282018.03.07 01:15close140.100.893400.896270.890081.921042.97
292018.03.14 00:30sell150.100.887610.890240.88411
302018.03.14 00:46close150.100.887360.890240.884112.841045.81
312018.03.26 00:50buy160.100.873520.870880.87702
322018.03.26 03:50close160.100.873220.870880.87702-4.401041.41
332018.04.03 00:38buy170.100.875530.872930.87903
342018.04.03 03:23close170.100.875370.872930.87903-2.561038.85
352018.04.19 01:07sell180.100.871640.874220.86814
362018.04.19 01:36close180.100.871490.874220.868141.531040.38
372018.05.03 01:01sell190.100.880990.883600.87749
382018.05.03 02:00close190.100.880710.883600.877493.241043.62
392018.05.15 00:15buy200.100.879590.876950.88309
402018.05.15 01:37close200.100.879760.876950.883091.791045.41
412018.05.16 01:08buy210.100.876100.873510.87960
422018.05.16 01:42close210.100.876330.873510.879602.581047.99
432018.05.16 01:58buy220.100.875780.873190.87928
442018.05.16 03:20close220.100.875830.873190.879280.211048.20
452018.05.17 00:15buy230.100.874530.871780.87802
462018.05.17 03:01s/l230.100.871780.871780.87802-36.671011.53
472018.05.28 00:15sell240.100.877360.880210.87386
482018.05.28 02:36close240.100.878090.880210.87386-10.061001.47
492018.06.01 01:42sell250.100.880170.882720.87667
502018.06.01 02:13close250.100.879880.882720.876673.371004.84
512018.06.06 00:15buy260.100.874150.871570.87765
522018.06.06 01:10close260.100.874480.871570.877653.891008.73
532018.06.12 01:12buy270.100.880290.877720.88384
542018.06.12 02:20close270.100.880460.877720.883841.791010.52
552018.07.02 00:19buy280.100.884070.881370.88757
562018.07.02 00:44close280.100.884570.881370.887576.131016.65
572018.07.09 00:15buy290.100.881980.879260.88548
582018.07.09 01:39close290.100.882900.879260.8854811.671028.32
592018.07.13 01:32sell300.100.884130.886750.88063
602018.07.13 03:50close300.100.885030.886750.88063-12.311016.01
612018.07.16 00:15sell310.100.883520.886370.88002
622018.07.16 01:00close310.100.883250.886370.880023.111019.12
632018.08.13 00:15buy320.100.892310.889680.89581
642018.08.13 01:15close320.100.892820.889680.895816.271025.39
652018.08.24 00:52sell330.100.901150.903940.89765
662018.08.24 01:21close330.100.900990.903940.897651.651027.04
672018.09.03 00:15sell340.100.897300.900220.89382
682018.09.03 01:55close340.100.897230.900220.893820.471027.51
692018.09.10 00:17buy350.100.893880.890980.89729
702018.09.10 01:10close350.100.894120.890980.897292.711030.22
712018.09.12 00:22sell360.100.891050.893890.88760
722018.09.12 02:00close360.100.891170.893890.88760-2.031028.19
732018.09.18 01:51buy370.100.887540.884990.89104
742018.09.18 03:01close370.100.887720.884990.891041.921030.11
752018.09.19 01:10buy380.100.887060.884500.89056
762018.09.19 02:00close380.100.887180.884500.890561.131031.24
772018.09.20 00:26sell390.100.888510.891290.88501
782018.09.20 00:27close390.100.888190.891290.885013.771035.01
792018.09.24 00:18buy400.100.897770.894950.90117
802018.09.24 00:18close400.100.898240.894950.901175.741040.75
812018.09.24 00:18sell410.100.898730.901390.89523
822018.09.24 00:19close410.100.897790.901390.8952311.941052.69
832018.10.04 00:15buy420.100.886350.883480.88985
842018.10.04 01:13close420.100.886780.883480.889855.211057.90
852018.10.15 00:15sell430.100.880940.883830.87743
862018.10.15 02:11close430.100.881480.883830.87743-7.561050.34
872018.10.18 00:20sell440.100.877870.880470.87437
882018.10.18 01:51close440.100.877660.880470.874372.321052.66
892018.10.30 00:18buy450.100.888630.885820.89207
902018.10.30 02:00close450.100.888450.885820.89207-2.821049.84
912018.11.01 00:57buy460.100.885810.883170.88931
922018.11.01 01:16close460.100.886120.883170.889313.641053.48
932018.11.05 00:15buy470.100.875930.873040.87943
942018.11.05 01:51close470.100.876330.873040.879434.821058.30
952018.11.06 00:37buy480.100.874020.871430.87752
962018.11.06 02:03close480.100.873810.871430.87752-3.221055.08
972018.11.12 00:15sell490.100.875790.878420.87229
982018.11.12 01:48close490.100.875350.878420.872295.341060.42
992018.11.14 00:27buy500.100.869530.866790.87303
1002018.11.14 00:52s/l500.100.866790.866790.87303-36.551023.87
1012018.11.15 01:49sell510.100.871230.873880.86777
1022018.11.15 03:25close510.100.871160.873880.867770.481024.35
1032018.11.19 01:34buy520.100.888700.886140.89220
1042018.11.19 01:53close520.100.889310.886140.892207.591031.94
1052018.11.20 00:19buy530.100.890480.887510.89391
1062018.11.20 01:08close530.100.890610.887510.893911.261033.20
1072018.11.28 00:15buy540.100.886230.883590.88973
1082018.11.28 01:21close540.100.886640.883590.889734.951038.15
1092018.12.03 00:15sell550.100.890470.893240.88697
1102018.12.03 01:25close550.100.889190.893240.8869716.421054.57
1112018.12.06 01:53sell560.100.891440.894060.88794
1122018.12.06 03:37close560.100.891740.894060.88794-4.401050.17
1132018.12.24 00:16buy570.100.898720.895930.90222
1142018.12.24 01:01close570.100.899020.895930.902223.501053.67
1152019.01.07 00:23sell580.100.896010.898910.89251
1162019.01.07 01:30close580.100.896030.898910.89251-0.711052.96
1172019.01.08 00:18buy590.100.897810.895030.90123
1182019.01.08 01:47close590.100.897740.895030.90123-1.381051.58
1192019.01.14 00:48buy600.100.891290.888550.89469
1202019.01.14 01:40close600.100.891750.888550.894695.601057.18
1212019.01.15 01:21buy610.100.890630.887940.89406
1222019.01.15 01:50close610.100.890980.887940.894064.161061.34
1232019.01.21 01:58sell620.100.884260.886860.88076
1242019.01.21 04:00close620.100.884330.886860.88076-1.381059.96
1252019.01.22 00:29buy630.100.881340.878760.88484
1262019.01.22 00:29close630.100.881590.878760.884842.841062.80
1272019.01.24 00:52buy640.100.870310.867700.87381
1282019.01.24 02:01close640.100.870470.867700.873811.661064.46
1292019.01.25 01:45buy650.100.864270.861710.86777
1302019.01.25 03:25close650.100.863290.861710.86777-13.361051.10
1312019.01.29 00:32sell660.100.868970.871590.86547
1322019.01.29 01:17close660.100.868730.871590.865472.711053.81
1332019.02.05 01:58sell670.100.877720.880230.87414
1342019.02.05 02:12close670.100.877290.880230.874145.221059.03
1352019.02.12 00:54sell680.100.877180.879790.87368
1362019.02.12 00:56close680.100.876880.879790.873683.501062.53
1372019.02.14 00:24buy690.100.876360.873740.87986
1382019.02.14 01:55close690.100.876250.873740.87986-1.901060.63
1392019.02.18 00:15buy700.100.875140.872560.87860
1402019.02.18 01:48close700.100.875180.872560.878600.081060.71
1412019.02.22 00:22buy710.100.868920.866140.87242
1422019.02.22 00:25close710.100.869380.866140.872425.611066.32
1432019.02.22 00:41buy720.100.868900.866220.87240
1442019.02.22 00:41close720.100.869430.866220.872406.531072.85
1452019.02.25 00:55buy730.100.867260.864690.87074
1462019.02.25 00:55close730.100.867990.864690.870749.161082.01
1472019.02.26 00:15buy740.100.865470.862820.86897
1482019.02.26 02:05close740.100.865730.862820.868972.971084.98
1492019.03.06 00:41sell750.100.858450.861090.85500
1502019.03.06 03:18close750.100.859350.861090.85500-12.301072.68
1512019.03.07 01:46buy760.100.858150.855570.86165
1522019.03.07 02:07close760.100.858490.855570.861654.031076.71
1532019.03.12 00:16buy770.100.854500.851910.85800
1542019.03.12 01:02s/l770.100.851910.851910.85800-34.571042.14
1552019.03.12 01:21buy780.100.851320.848700.85482
1562019.03.12 03:04close780.100.851130.848700.85482-2.951039.19
1572019.03.14 01:59sell790.100.851820.854420.84832
1582019.03.14 04:49close790.100.853830.854420.84832-26.931012.26
1592019.03.15 00:24buy800.100.852580.849980.85602
1602019.03.15 00:27close800.100.854310.849980.8560222.341034.60
1612019.03.15 00:48buy810.100.853350.850640.85685
1622019.03.15 01:57close810.100.853310.850640.85685-0.971033.63
1632019.03.22 00:28buy820.100.866630.863980.87013
1642019.03.22 00:51close820.100.867460.863980.8701310.481044.11
1652019.03.22 01:21buy830.100.866370.863790.86987
1662019.03.22 01:36close830.100.867070.863790.869878.771052.88
1672019.03.26 01:11buy840.100.856700.854140.86020
1682019.03.26 03:02close840.100.856720.854140.86020-0.191052.69
1692019.03.27 00:21buy850.100.852730.850010.85623
1702019.03.27 00:32close850.100.853270.850010.856236.661059.35
1712019.03.28 00:15sell860.100.852260.854820.84876
1722019.03.28 00:51s/l860.100.854820.854820.84876-34.181025.17
1732019.04.02 00:15sell870.100.858560.861330.85506
1742019.04.02 01:25close870.100.856880.861330.8550621.691046.86
1752019.04.04 01:26buy880.100.853340.850640.85677
1762019.04.04 02:22close880.100.853560.850640.856772.451049.31
1772019.04.25 00:22sell890.100.864730.867480.86131
1782019.04.25 00:54close890.100.864550.867480.861311.921051.23
1792019.05.06 00:18buy900.100.849760.846970.85322
1802019.05.06 01:20close900.100.850070.846970.853223.641054.87
1812019.05.14 00:15buy910.100.865940.863050.86944
1822019.05.14 01:30close910.100.866050.863050.869441.001055.87
1832019.05.14 01:35sell920.100.866810.869430.86331
1842019.05.14 02:40close920.100.866670.869430.863311.391057.26
1852019.05.24 00:17buy930.100.882950.880010.88639
1862019.05.24 00:42close930.100.883130.880010.886391.921059.18
1872019.06.03 00:27buy940.100.883550.880870.88695
1882019.06.03 00:40close940.100.883960.880870.886954.951064.13
1892019.07.02 01:26buy950.100.892600.889960.89610
1902019.07.02 02:49close950.100.892610.889960.89610-0.321063.81
1912019.07.19 01:23buy960.100.898050.895470.90154
1922019.07.19 03:58close960.100.897390.895470.90154-9.151054.66
1932019.07.22 00:28buy970.100.896600.893910.90010
1942019.07.22 01:36close970.100.897070.893910.900105.751060.41
1952019.07.30 00:15sell980.100.912430.915010.90893
1962019.07.30 01:00close980.100.912120.915010.908933.641064.05
1972019.07.31 01:56buy990.100.917300.914720.92080
1982019.07.31 02:59close990.100.917620.914720.920803.771067.82
1992019.08.06 00:56sell1000.100.923130.925820.91970
2002019.08.06 03:56close1000.100.924730.925820.91970-21.531046.29
2012019.08.09 00:15sell1010.100.922390.925160.91889
2022019.08.09 00:21close1010.100.921560.925160.9188910.491056.78
2032019.08.13 00:52buy1020.100.928270.925350.93170
2042019.08.13 01:00close1020.100.928600.925350.931703.901060.68
2052019.08.16 00:27sell1030.100.919370.921990.91587
2062019.08.16 01:40close1030.100.918940.921990.915875.221065.90
2072019.08.23 00:37buy1040.100.903940.901220.90744
2082019.08.23 00:37close1040.100.904330.901220.907444.691070.59
2092019.08.26 01:29sell1050.100.909420.912120.90592
2102019.08.26 02:12close1050.100.908700.912120.905929.041079.63
2112019.09.02 00:15sell1060.100.904640.907290.90114
2122019.09.02 01:10close1060.100.904080.907290.901146.931086.56
2132019.09.09 00:18sell1070.100.898400.901090.89490
2142019.09.09 01:15close1070.100.897800.901090.894907.461094.02
2152019.10.08 01:03sell1080.100.892930.895470.88943
2162019.10.08 02:57close1080.100.892960.895470.88943-0.851093.17
2172019.10.15 00:15buy1090.100.872680.869970.87615
2182019.10.15 01:38close1090.100.874450.869970.8761522.861116.03
2192019.10.16 00:50sell1100.100.864210.866770.86071
2202019.10.16 03:23close1100.100.865230.866770.86071-13.891102.14
2212019.10.18 01:55sell1110.100.864030.866650.86053
2222019.10.18 04:55close1110.100.864930.866650.86053-12.311089.83
2232019.10.21 00:26sell1120.100.863110.865740.85961
2242019.10.21 01:15s/l1120.100.865820.865740.85961-36.161053.67
2252019.10.23 00:33sell1130.100.864650.867210.86117
2262019.10.23 01:33close1130.100.864080.867210.861177.061060.73
2272019.10.23 01:44buy1140.100.863110.860510.86661
2282019.10.23 02:55close1140.100.863790.860510.866618.511069.24
2292019.11.01 00:37sell1150.100.862200.864860.85870
2302019.11.01 02:02close1150.100.862270.864860.85870-1.371067.87
2312019.11.05 00:52buy1160.100.863450.860720.86690
2322019.11.05 01:39close1160.100.863630.860720.866901.921069.79
2332019.11.18 00:15buy1170.100.855400.852790.85890
2342019.11.18 02:00close1170.100.855650.852790.858902.841072.63
2352019.11.25 00:15buy1180.100.857500.854760.86099
2362019.11.25 02:02close1180.100.857790.854760.860993.371076.00
2372019.11.28 00:15buy1190.100.851210.848570.85471
2382019.11.28 01:41close1190.100.851070.848570.85471-2.291073.71
2392019.12.10 00:15sell1200.100.842110.844750.83861
2402019.12.10 01:13close1200.100.841840.844750.838613.101076.81
2412019.12.11 00:15sell1210.100.844980.847620.84148
2422019.12.11 02:02close1210.100.844740.847620.841482.711079.52
2432019.12.17 00:39sell1220.100.836250.838840.83275
2442019.12.17 00:55s/l1220.100.838870.838840.83275-34.971044.55
2452019.12.17 01:10sell1230.100.838420.841000.83492
2462019.12.17 01:32s/l1230.100.841000.841000.83492-34.441010.11
2472019.12.19 00:19sell1240.100.850000.852710.84650
2482019.12.19 00:28close1240.100.849720.852710.846503.241013.35